Valuation of mortgage-backed securities based upon a structural approach (Q1417034)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of mortgage-backed securities based upon a structural approach |
scientific article |
Statements
Valuation of mortgage-backed securities based upon a structural approach (English)
0 references
18 December 2003
0 references
default risk
0 references
MBS
0 references
prepayment risk
0 references
structural approach
0 references